Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
9.69 |
23.01 |
26.76 |
42.71 |
86.28 |
| EWMA |
6.64 |
19.59 |
27.10 |
42.76 |
60.53 |
| RES |
7.24 |
24.62 |
26.87 |
29.56 |
27.72 |
| MP |
9.69 |
23.01 |
26.76 |
42.71 |
41.79 |
| RESMP |
7.38 |
25.08 |
29.30 |
32.01 |
37.85 |
| DK |
6.70 |
17.82 |
21.41 |
36.69 |
82.41 |
| LW |
9.69 |
23.01 |
26.76 |
42.71 |
66.65 |
| SS |
9.69 |
23.01 |
26.76 |
42.62 |
86.87 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |